This is one of several longstanding issues with settings in the PRV that do not persist when it's docked. What you need to do is:
1. Set a drum map for the output of the MIDI track so there's a point in showing the drum pane.
1. Right-click on PRV tab in the dock, and choose Undock
2. Click the icon in upper left corner of the PRV window, and choose Disable Floating.
3. Toggle the state of Show/Hide Drum Pane, leaving it enabled.
4. Re-dock the PRV.
5. Re-maximize the project window.
The Drum Pane status should now be preserved for that MIDI track's PRV.